Martin Altmayer

According to our database, Martin Altmayer authored at least 1 paper in 2015.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of six.

2015

Multilevel Monte Carlo Quadrature of Discontinuous Payoffs in the Generalized Heston Model Using Malliavin Integration by Parts.

Martin Altmayer, Andreas Neuenkirch

SIAM J. Financial Math., 2015